+28.4%
BMY vs DOCN
+102.5%
-74.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.2% | +11.2% | +4.1% |
| 7D | +6.0% | -20.0% | +26.0% | +6.1% |
| 30D | +9.1% | -38.8% | +47.9% | +9.5% |
| 3M | -2.6% | -34.8% | +32.2% | -2.4% |
| 6M | +13.1% | -22.8% | +35.9% | +12.6% |
| YTD | +23.0% | +74.6% | -51.6% | +20.1% |
| 1Y | +45.6% | +116.4% | -70.9% | +41.4% |
| 3Y | +38.5% | +239.3% | -200.8% | +32.9% |
| 5Y | +31.9% | -20.2% | +52.1% | +26.2% |
| All | +28.4% | +102.5% | -74.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling